The present invention is in the field of linear motion rolling bearings. A typical bearing includes an outer sleeve provided in its bore with axial recesses for the rolling elements under load and return passages for the elements not under load, a cage installed in the bore with a plurality of circumferentially distributed channels consisting of axial races for the loaded and nonloaded rolling elements, semicircular turnarounds connecting the races to each other in pairs, endless rows of rolling elements arranged in the channels, and end rings fixed to the ends of the outer sleeve to close off the cage at the ends.